Testing Homogeneity of Covariance Matrices
The assumption for the multivariate approach is that the vector of the dependent variables follow a multivariate normal distribution, and the variance-covariance matrices are equal across the cells formed by the between-subjects effects. Box's M tests the null hypothesis that the observed covariance matrices of the dependent variables are equal across groups. The Box's M test statistic is transformed to an F statistic with df1 and df2 degrees of freedom. Here, the significance value of the test is greater than 0.10, thus you can be confident that this model assumption is met.